دورية أكاديمية
Robust fitting for generalized additive models for location, scale and shape
| العنوان: | Robust fitting for generalized additive models for location, scale and shape |
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| المؤلفون: | Aeberhard, William H., Cantoni, Eva, Marra, Giampiero, Radice, Rosalba |
| المصدر: | Statistics and Computing, 31 (1) |
| بيانات النشر: | Springer |
| سنة النشر: | 2021 |
| المجموعة: | ETH Zürich Research Collection |
| مصطلحات موضوعية: | Bounded influence function, Nonparametric regression, Penalized smoothing splines, Robust smoothing parameter selection, Robust information criterion |
| الوصف: | The validity of estimation and smoothing parameter selection for the wide class of generalized additive models for location, scale and shape (GAMLSS) relies on the correct specification of a likelihood function. Deviations from such assumption are known to mislead any likelihood-based inference and can hinder penalization schemes meant to ensure some degree of smoothness for nonlinear effects. We propose a general approach to achieve robustness in fitting GAMLSSs by limiting the contribution of observations with low log-likelihood values. Robust selection of the smoothing parameters can be carried out either by minimizing information criteria that naturally arise from the robustified likelihood or via an extended Fellner–Schall method. The latter allows for automatic smoothing parameter selection and is particularly advantageous in applications with multiple smoothing parameters. We also address the challenge of tuning robust estimators for models with nonlinear effects by proposing a novel median downweighting proportion criterion. This enables a fair comparison with existing robust estimators for the special case of generalized additive models, where our estimator competes favorably. The overall good performance of our proposal is illustrated by further simulations in the GAMLSS setting and by an application to functional magnetic resonance brain imaging using bivariate smoothing splines. ; ISSN:0960-3174 ; ISSN:1573-1375 |
| نوع الوثيقة: | article in journal/newspaper |
| وصف الملف: | application/application/pdf |
| اللغة: | English |
| العلاقة: | info:eu-repo/semantics/altIdentifier/wos/000610203500010; http://hdl.handle.net/20.500.11850/464572Test |
| DOI: | 10.3929/ethz-b-000464572 |
| الإتاحة: | https://doi.org/20.500.11850/464572Test https://doi.org/10.3929/ethz-b-000464572Test https://doi.org/10.1007/s11222-020-09979-xTest https://hdl.handle.net/20.500.11850/464572Test |
| حقوق: | info:eu-repo/semantics/openAccess ; http://creativecommons.org/licenses/by/4.0Test/ ; Creative Commons Attribution 4.0 International |
| رقم الانضمام: | edsbas.A71CC291 |
| قاعدة البيانات: | BASE |
| DOI: | 10.3929/ethz-b-000464572 |
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